how to delete a GIF that was accidently put in a message on messenger

I don't think you can. I just tested in Messenger and once the Gif was inserted, it sent. This is something you should ask Facebook about as Messenger is not an Apple product.

Hello,

Could you please post a screenshot to what you are referring to?

When posting a screenshot to these public forums please ensure you have censored any personal information.

How to take a screenshot on your iPhone, iPad, and iPod touch - Apple Support